NU catena di opzioni Nu Holdings Ltd.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±6.3% (14.41–16.34) · ATM IV 37.2% · P/C open interest 0.62
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 6.50 | 7.55 | 3 | 36 | 1.00 | 0.0017 | 0.000 | 8 | 0 | 0.2400 | 1,258 | 202.4% | -0.00 | 0.0018 | -0.001 | ||
| 6.05 | 6.60 | 25 | 1.00 | 0.0031 | -0.000 | 9 | 0 | 0.0400 | 1,576 | 123.5% | -0.00 | 0.0031 | -0.001 | |||
| 5.10 | 6.05 | 3 | 1.00 | 0.0042 | -0.000 | 9.5 | 0 | 0.0400 | 112.4% | -0.00 | 0.0042 | -0.001 | ||||
| 5.20 | 5.55 | 4 | 472 | 1.00 | 0.0058 | -0.001 | 10 | 0 | 0.0500 | 11.4K | 105.5% | -0.01 | 0.0058 | -0.001 | ||
| 4.70 | 5.05 | 0.99 | 0.0081 | -0.001 | 10.5 | 0 | 0.2200 | 5 | 127.0% | -0.01 | 0.0081 | -0.002 | ||||
| 4.30 | 4.55 | 2 | 289 | 0.99 | 0.0116 | -0.001 | 11 | 0.0100 | 0.0200 | 12.3K | 78.4% | -0.01 | 0.0117 | -0.002 | ||
| 3.80 | 4.05 | 0.99 | 0.0170 | -0.002 | 11.5 | 0 | 0.2200 | 1 | 102.3% | -0.01 | 0.0171 | -0.002 | ||||
| 3.30 | 3.55 | 79 | 5,621 | 0.98 | 0.0255 | -0.003 | 12 | 0.0100 | 0.0300 | 3 | 26.2K | 63.5% | -0.02 | 0.0256 | -0.003 | |
| 2.64 | 3.65 | 56 | 16 | 96.1% | 0.97 | 0.0390 | -0.003 | 12.5 | 0.0100 | 0.0300 | 8 | 9 | 54.6% | -0.03 | 0.0392 | -0.004 |
| 2.26 | 2.57 | 159 | 16.7K | 0.95 | 0.0609 | -0.005 | 13 | 0.0100 | 0.0300 | 70 | 26.4K | 46.0% | -0.05 | 0.0613 | -0.005 | |
| 1.71 | 2.08 | 77 | 40 | 0.92 | 0.0963 | -0.006 | 13.5 | 0.0300 | 0.0500 | 199 | 1,297 | 43.3% | -0.08 | 0.0970 | -0.007 | |
| 1.40 | 1.55 | 602 | 46.6K | 33.3% | 0.87 | 0.1515 | -0.009 | 14 | 0.0700 | 0.1100 | 484 | 27.9K | 42.5% | -0.13 | 0.1528 | -0.009 |
| 0.9700 | 1.21 | 436 | 946 | 38.6% | 0.79 | 0.2281 | -0.011 | 14.5 | 0.1300 | 0.2500 | 396 | 4,016 | 42.6% | -0.21 | 0.2304 | -0.011 |
| 0.6600 | 0.7200 | 3,547 | 57.2K | 35.1% | 0.66 | 0.3072 | -0.014 | 15 | 0.2600 | 0.3800 | 2,505 | 15.8K | 40.4% | -0.34 | 0.3110 | -0.014 |
| 0.4000 | 0.4500 | 2,616 | 6,184 | 35.2% | 0.50 | 0.3433 | -0.015 | 15.5 | 0.5100 | 0.5700 | 160 | 1,486 | 39.2% | -0.51 | 0.3488 | -0.015 |
| 0.2000 | 0.2500 | 8,479 | 35.3K | 34.3% | 0.34 | 0.3105 | -0.013 | 16 | 0.7200 | 1.04 | 21 | 1,719 | 41.9% | -0.67 | 0.3167 | -0.014 |
| 0.1000 | 0.1400 | 229 | 3,621 | 34.9% | 0.21 | 0.2387 | -0.011 | 16.5 | 1.03 | 1.46 | 60 | 3 | 41.4% | -0.80 | 0.2446 | -0.011 |
| 0.0400 | 0.0800 | 358 | 17.2K | 36.3% | 0.13 | 0.1674 | -0.008 | 17 | 1.52 | 1.81 | 35 | 1,889 | 41.1% | -0.88 | 0.1757 | -0.008 |
| 0.0200 | 0.0400 | 35 | 828 | 37.4% | 0.08 | 0.1124 | -0.006 | 17.5 | 2.00 | 2.31 | 2 | 47.5% | -0.94 | 0.1242 | -0.007 | |
| 0 | 0.1600 | 5 | 7,191 | 54.8% | 0.05 | 0.0745 | -0.004 | 18 | 2.50 | 2.86 | 1 | 2 | 59.3% | -0.97 | 0.0914 | -0.005 |
| 0 | 0.0300 | 4 | 44.3% | 0.03 | 0.0493 | -0.003 | 18.5 | 3.00 | 3.25 | 1 | 54.6% | -0.99 | 0.0498 | -0.003 | ||
| 0 | 0.0500 | 1,051 | 54.0% | 0.02 | 0.0328 | -0.002 | 19 | 3.45 | 4.60 | 117.0% | -1.00 | 0.0141 | -0.003 | |||
| 0 | 0.0100 | 5 | 6,985 | 51.5% | 0.01 | 0.0150 | -0.001 | 20 | 4.50 | 5.65 | 138.2% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0200 | 550 | 65.1% | 0.00 | 0.0072 | -0.001 | 21 | 5.50 | 6.30 | 132.7% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0300 | 4 | 6,432 | 77.4% | 0.00 | 0.0036 | -0.000 | 22 | 6.50 | 7.65 | 166.5% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.2400 | 465 | 121.7% | 0.00 | 0.0018 | -0.000 | 23 | 7.50 | 8.00 | 134.0% | -1.00 | 0.0000 | -0.003 | |||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 18, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.